Stern-Brocot trees in the periodicity of mixed-mode oscillations
Stern-Brocot trees in the periodicity of mixed-mode oscillations Stern-Brocot trees in the periodicity of mixed-mode oscillations
Physical Chemistry Chemical Physics www.rsc.org/pccp Volume 13 | Number 26 | 14 July 2011 | Pages 12101–12336 ISSN 1463-9076 COVER ARTICLE Freire and Gallas Stern–Brocot trees in the periodicity of mixed-mode oscillations HOT ARTICLE Geiger et al. On molecular chirality within naturally occurring secondary organic aerosol particles from the central Amazon Basin 1463-9076(2011)13:26;1-U
- Page 2 and 3: PCCP Dynamic Article Links Cite thi
- Page 4 and 5: Fig. 1 Phase diagrams for the Belou
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Physical Chemistry Chemical Physics<br />
www.rsc.org/pccp Volume 13 | Number 26 | 14 July 2011 | Pages 12101–12336<br />
ISSN 1463-9076<br />
COVER ARTICLE<br />
Freire and Gallas<br />
<strong>Stern</strong>–<strong>Brocot</strong> <strong>trees</strong> <strong>in</strong> <strong>the</strong> <strong>periodicity</strong><br />
<strong>of</strong> <strong>mixed</strong>-<strong>mode</strong> <strong>oscillations</strong><br />
HOT ARTICLE<br />
Geiger et al.<br />
On molecular chirality with<strong>in</strong> naturally<br />
occurr<strong>in</strong>g secondary organic aerosol<br />
particles from <strong>the</strong> central Amazon<br />
Bas<strong>in</strong><br />
1463-9076(2011)13:26;1-U
PCCP<br />
Dynamic Article L<strong>in</strong>ks<br />
Cite this: Phys. Chem. Chem. Phys., 2011, 13, 12191–12198<br />
www.rsc.org/pccp<br />
PAPER<br />
<strong>Stern</strong>–<strong>Brocot</strong> <strong>trees</strong> <strong>in</strong> <strong>the</strong> <strong>periodicity</strong> <strong>of</strong> <strong>mixed</strong>-<strong>mode</strong> <strong>oscillations</strong><br />
Joana G. Freire ab and Jason A. C. Gallas* abc<br />
Received 3rd December 2010, Accepted 13th January 2011<br />
DOI: 10.1039/c0cp02776f<br />
We <strong>in</strong>vestigate <strong>the</strong> distribution <strong>of</strong> <strong>mixed</strong>-<strong>mode</strong> <strong>oscillations</strong> <strong>in</strong> <strong>the</strong> control parameter space<br />
for two paradigmatic chemical <strong>mode</strong>ls: a three-variable fourteen-parameter <strong>mode</strong>l <strong>of</strong> <strong>the</strong><br />
Belousov–Zhabot<strong>in</strong>sky reaction and a three-variable four-parameter autocatalator. For both<br />
systems, several high-resolution phase diagrams show that <strong>the</strong> number <strong>of</strong> spikes <strong>of</strong> <strong>the</strong>ir<br />
<strong>mixed</strong>-<strong>mode</strong> <strong>oscillations</strong> emerges consistently organized <strong>in</strong> a surpris<strong>in</strong>g and unexpected<br />
symmetrical way, form<strong>in</strong>g <strong>Stern</strong>–<strong>Brocot</strong> <strong>trees</strong>. The <strong>Stern</strong>–<strong>Brocot</strong> tree is more general and<br />
conta<strong>in</strong>s <strong>the</strong> Farey tree as a subtree. We conjecture <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> hierarchical organization<br />
to be <strong>the</strong> archetypal skeleton underly<strong>in</strong>g several systems display<strong>in</strong>g <strong>mixed</strong>-<strong>mode</strong> <strong>oscillations</strong>.<br />
1. Introduction<br />
Mixed-<strong>mode</strong> <strong>oscillations</strong> (MMOs) are complex oscillatory<br />
patterns consist<strong>in</strong>g <strong>of</strong> tra<strong>in</strong>s <strong>of</strong> small amplitude <strong>oscillations</strong><br />
followed by large excursions <strong>of</strong> relaxation type. Dur<strong>in</strong>g <strong>the</strong> last<br />
30 years or so, MMOs were observed pr<strong>of</strong>usely <strong>in</strong> experiments<br />
and <strong>mode</strong>ls <strong>of</strong> prototypic chemical systems. 1–24 In <strong>the</strong><br />
literature, MMOs were also called alternat<strong>in</strong>g periodic-chaotic<br />
sequences. 14,15 For a recent survey about <strong>the</strong> properties,<br />
prospection and use <strong>of</strong> MMOs <strong>in</strong> several fields see ref. 25.<br />
Although MMOs were already <strong>in</strong>vestigated abundantly,<br />
<strong>the</strong>y were analyzed most frequently by consider<strong>in</strong>g <strong>the</strong><br />
dynamics observed along a s<strong>in</strong>gle or a few scattered oneparameter<br />
sections <strong>of</strong> parameter spaces that are normally <strong>of</strong><br />
very high dimensions. Sometimes, a few bifurcation curves<br />
were obta<strong>in</strong>ed us<strong>in</strong>g numerical cont<strong>in</strong>uation techniques. It<br />
seems <strong>the</strong>n natural to ask if restricted sections <strong>of</strong> <strong>the</strong><br />
high-dimensional parameter spaces are sufficient for an<br />
unambiguous characterization <strong>of</strong> MMO cascades. Here we<br />
show that <strong>the</strong> <strong>periodicity</strong> <strong>of</strong> MMO cascades still harbors<br />
unsuspected and far-reach<strong>in</strong>g organizational features.<br />
The aim <strong>of</strong> this paper is to present a detailed <strong>in</strong>vestigation <strong>of</strong><br />
<strong>the</strong> unfold<strong>in</strong>g <strong>of</strong> MMO cascades as observed when two<br />
parameters are tuned f<strong>in</strong>ely <strong>in</strong> <strong>the</strong> control space <strong>of</strong> two<br />
representative examples <strong>of</strong> chemical dynamics, namely <strong>the</strong><br />
Belousov–Zhabot<strong>in</strong>sky reaction 4,5 and <strong>in</strong> one <strong>of</strong> <strong>the</strong><br />
commonly exploited <strong>mode</strong>l schemes based on iso<strong>the</strong>rmal<br />
autocatalysis. 6,7 This is done by numerically comput<strong>in</strong>g<br />
high-resolution planar phase diagrams for <strong>the</strong>se systems.<br />
a Instituto de Fı´sica, Universidade Federal do Rio Grande do Sul,<br />
91501-970 Porto Alegre, Brazil. E-mail: jgallas@if.ufrgs.br<br />
b Departamento de Matema´tica, Centro de Estruturas L<strong>in</strong>eares e<br />
Comb<strong>in</strong>ato´rias, Universidade de Lisboa, Lisboa, Portugal<br />
c Departamento de Fı´sica, Universidade Federal da Paraı´ba,<br />
58051-970 Joa˜o Pessoa, Brazil<br />
The ma<strong>in</strong> result reported here is <strong>the</strong> discovery <strong>of</strong> a<br />
surpris<strong>in</strong>gly new hierarchical organization for MMOs <strong>in</strong><br />
parameter space <strong>of</strong> both examples mentioned. In contrast to<br />
what is presently known, <strong>in</strong> both <strong>mode</strong>ls we f<strong>in</strong>d MMOs to<br />
emerge organized <strong>in</strong> perfect agreement with <strong>the</strong> so-called<br />
<strong>Stern</strong>–<strong>Brocot</strong> tree, 26,27 not accord<strong>in</strong>g to <strong>the</strong> familiar Farey<br />
tree. 28 The <strong>Stern</strong>–<strong>Brocot</strong> <strong>trees</strong> are more general than Farey<br />
<strong>trees</strong> and <strong>in</strong>clude <strong>the</strong>m as sub<strong>trees</strong>. 29,30 <strong>Stern</strong>–<strong>Brocot</strong> <strong>trees</strong> may<br />
be recognized contemplat<strong>in</strong>g <strong>the</strong> unfold<strong>in</strong>g <strong>of</strong> <strong>oscillations</strong> <strong>in</strong><br />
several two-parameter sections <strong>of</strong> <strong>the</strong> control parameter space.<br />
Before proceed<strong>in</strong>g, we remark that we also found <strong>Stern</strong>–<br />
<strong>Brocot</strong> <strong>trees</strong> <strong>in</strong> o<strong>the</strong>r popular <strong>mode</strong>ls <strong>of</strong> MMOs. Here,<br />
however, we wish to focus on <strong>the</strong> aforementioned pair <strong>of</strong><br />
representative <strong>mode</strong>ls, namely a realistic Belousov–Zhabot<strong>in</strong>sky<br />
proxy and <strong>the</strong> autocatalator.<br />
Our motivation for this work arises from <strong>the</strong> fact that <strong>the</strong><br />
period-add<strong>in</strong>g sequences commonly found <strong>in</strong> MMOs systems<br />
display a strik<strong>in</strong>g resemblance with aspects <strong>of</strong> sequences<br />
observed recently <strong>in</strong> ra<strong>the</strong>r dist<strong>in</strong>ct scenarios connected with<br />
certa<strong>in</strong> ‘‘<strong>periodicity</strong> hubs’’. 31–34 When projected <strong>in</strong> planar<br />
phase diagrams, multidimensional hub manifolds produce<br />
remarkable networks <strong>of</strong> po<strong>in</strong>ts responsible for organiz<strong>in</strong>g very<br />
regularly <strong>the</strong> dynamics around quite wide portions <strong>of</strong> <strong>the</strong><br />
parameter space. 34 For us, systems display<strong>in</strong>g MMOs are<br />
particularly attractive to <strong>in</strong>vestigate and probe details<br />
associated with <strong>the</strong> nature <strong>of</strong> certa<strong>in</strong> <strong>in</strong>tricate re<strong>in</strong>jection<br />
mechanisms, homocl<strong>in</strong>ic or not, caus<strong>in</strong>g <strong>periodicity</strong> hubs 33,34<br />
and <strong>of</strong> re<strong>in</strong>jections aris<strong>in</strong>g <strong>in</strong> multiple-timescale systems.<br />
Such mechanisms need to be <strong>in</strong>vestigated because <strong>the</strong>y play<br />
important roles <strong>in</strong> <strong>the</strong> generation <strong>of</strong> a radically dist<strong>in</strong>ct class <strong>of</strong><br />
stability spirals than those presently known, a class for which<br />
not even a local adequate ma<strong>the</strong>matical framework is available<br />
at present. 35<br />
In <strong>the</strong> next section we review briefly a realistic <strong>mode</strong>l <strong>of</strong> <strong>the</strong><br />
Belousov–Zhabot<strong>in</strong>sky reaction and <strong>in</strong>troduce what we call<br />
‘‘isospike diagrams’’ illustrat<strong>in</strong>g how <strong>the</strong> number <strong>of</strong> spikes <strong>of</strong><br />
This journal is c <strong>the</strong> Owner Societies 2011 Phys. Chem. Chem. Phys., 2011, 13, 12191–12198 12191
periodic <strong>oscillations</strong> auto-organizes <strong>in</strong> five dist<strong>in</strong>ct sections <strong>of</strong><br />
<strong>the</strong>ir control parameter space. Section 3 describes <strong>the</strong><br />
<strong>Stern</strong>–<strong>Brocot</strong> organization argu<strong>in</strong>g that this is <strong>the</strong> hierarchical<br />
organization <strong>of</strong> <strong>the</strong> MMOs <strong>in</strong> <strong>the</strong> Belousov–Zhabot<strong>in</strong>sky<br />
reaction. Section 4 presents results for <strong>the</strong> autocatalator <strong>mode</strong>l<br />
provid<strong>in</strong>g <strong>in</strong>dependent corroboration <strong>of</strong> <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong><br />
organization. Although isospike diagrams <strong>of</strong> both <strong>mode</strong>ls<br />
display <strong>the</strong> same hierarchical <strong>Stern</strong>–<strong>Brocot</strong> structure, <strong>the</strong>y<br />
are easier to be recognized <strong>in</strong> <strong>the</strong> autocatalator, <strong>in</strong> <strong>the</strong><br />
sense that autocatalator requires fewer phase diagrams<br />
to display <strong>the</strong> organization. F<strong>in</strong>ally, Section 5 summarizes<br />
our conclusions.<br />
2. Isospike diagrams for a realistic BZ <strong>mode</strong>l<br />
The Belousov–Zhabot<strong>in</strong>sky reaction is a classical dynamical<br />
system for which several ma<strong>the</strong>matical <strong>mode</strong>ls have been<br />
developed over <strong>the</strong> years with an ever <strong>in</strong>creas<strong>in</strong>g degree <strong>of</strong><br />
reality. 16–20 Here, we consider a <strong>mode</strong>l suggested by Gyo¨ rgyi<br />
and Field 4 that conta<strong>in</strong>s 14 parameters that may be tuned to<br />
produce rich dynamical scenarios. 5 It is governed by three<br />
differential equations:<br />
<br />
dx<br />
dt ¼ T 0 k 1 HY 0 x~y þ k 2 AH 2 Y 0<br />
~y 2k 3 X 0 x 2<br />
X 0<br />
þ 0:5k 4 A 0:5 H 1:5 X 0:5<br />
0 ðC Z 0 zÞx 0:5<br />
0:5k 5 Z 0 xz k f xg;<br />
<br />
<br />
dz<br />
dt ¼ T 0 k 4 A 0:5 H 1:5 X0<br />
0:5 C<br />
Z 0<br />
ak 6 V 0 zv bk 7 Mz k f zg;<br />
<br />
z<br />
x 0:5<br />
<br />
dv<br />
dt ¼ T Y 0<br />
0 2k 1 HX 0 x~y þ k 2 AH 2 Y 0<br />
~y<br />
V 0 V 0<br />
X 2 <br />
0<br />
þ k 3 x 2 ak 6 Z 0 zv k f v ;<br />
V 0<br />
where we abbreviated 5<br />
k 5 X 0 xz<br />
x X X 0<br />
; y Y Y 0<br />
; z Z Z 0<br />
; v V V 0<br />
; t t<br />
T 0<br />
;<br />
X [HBrO 2 ], A [BrO 3 ],<br />
Y [Br ],<br />
Z [Ce(IV)], H [H + ],<br />
C [Ce(III)] + [Ce(IV)],<br />
V [BrMA], M [CH 2 (COOH) 2 ],<br />
and where X 0 = k 2 AH 2 /k 5 , Y 0 =4X 0 ,<br />
Z 0 ¼ CA<br />
40M ; V 0 ¼ 4 AHC<br />
M 2 ; T 1<br />
0 ¼<br />
10k 2 AHC ;<br />
~y ¼<br />
ak 6 Z 0 V 0 zv<br />
ðk 1 HX 0 x þ k 2 AH 2 þ k f ÞY 0<br />
:<br />
ð1Þ<br />
ð2Þ<br />
ð3Þ<br />
ð4Þ<br />
ð5Þ<br />
ð6Þ<br />
Table 1 Numerical values <strong>of</strong> rate constants and parameters fixed <strong>in</strong><br />
our simulations, taken from ref. 4, <strong>in</strong> <strong>the</strong> same units<br />
k 1 =4 10 6 k 2 = 2.0<br />
k 3 =3 10 3 k 4 = 55.2<br />
k 5 =7 10 3 K 6 = 0.09<br />
k 7 = 0.23 k f = 3.9 10 4<br />
A = 0.1 C = 8.33 10 4<br />
H = 0.26 M = 0.25<br />
a = 666.7 b = 0.3478<br />
The quantities a and b are historical artifacts and have no<br />
chemical significance. 5 All parameters appear<strong>in</strong>g <strong>in</strong> <strong>the</strong><br />
equations above are collected <strong>in</strong> Table 1, along with <strong>the</strong>ir<br />
basic numerical values. Fur<strong>the</strong>r details about this <strong>mode</strong>l are<br />
available <strong>in</strong> <strong>the</strong> literature. 4,5<br />
Fig. 1 presents a pair <strong>of</strong> phase diagrams that we computed<br />
for eqn (1)–(3). In both diagrams, <strong>the</strong> parameter region shown<br />
was divided <strong>in</strong>to a mesh <strong>of</strong> 1200 1200 equally spaced values.<br />
For each parameter pair, we <strong>in</strong>tegrated eqn (1)–(3) us<strong>in</strong>g a<br />
standard fourth-order Runge–Kutta algorithm with fixed<br />
time-step h = 2 10 6 . The first 2.5 10 6 steps were<br />
discarded as transient. Dur<strong>in</strong>g <strong>the</strong> next 2.5 10 6 steps we<br />
searched for <strong>the</strong> local maxima <strong>of</strong> <strong>the</strong> variable display<strong>in</strong>g <strong>the</strong><br />
largest number <strong>of</strong> spikes with<strong>in</strong> a period, x for <strong>the</strong> BZ reaction.<br />
The number <strong>of</strong> spikes was <strong>the</strong>n plotted <strong>in</strong> what we call isospike<br />
diagrams, with <strong>the</strong> help <strong>of</strong> colors, as <strong>in</strong>dicated <strong>in</strong> <strong>the</strong> diagrams.<br />
As it is known, <strong>the</strong> number <strong>of</strong> spikes <strong>of</strong> each <strong>in</strong>dependent<br />
variable is not uniformly equal. 31<br />
Computations were always started from <strong>the</strong> lowest value<br />
<strong>of</strong> k 2 from <strong>the</strong> arbitrary <strong>in</strong>itial condition (x 0 , z 0 , v 0 ) =<br />
(0.046, 0.898, 0.846) and cont<strong>in</strong>ued by follow<strong>in</strong>g <strong>the</strong> attractor,<br />
namely, by us<strong>in</strong>g <strong>the</strong> values <strong>of</strong> x, z, v obta<strong>in</strong>ed at <strong>the</strong> end <strong>of</strong> one<br />
<strong>in</strong>tegration at a given k 2 to start a new calculation after<br />
<strong>in</strong>crement<strong>in</strong>g k 2 <strong>in</strong>f<strong>in</strong>itesimally. This is a standard way <strong>of</strong><br />
generat<strong>in</strong>g bifurcation and Lyapunov diagrams, and <strong>the</strong><br />
rationale beh<strong>in</strong>d it is that, generically, bas<strong>in</strong>s <strong>of</strong> attraction<br />
do not change significantly upon slight changes <strong>of</strong> parameters,<br />
<strong>the</strong>reby ensur<strong>in</strong>g a relatively smooth unfold<strong>in</strong>g <strong>of</strong> <strong>the</strong> quantity<br />
be<strong>in</strong>g <strong>in</strong>vestigated as parameters evolve. Lyapunov exponents<br />
were computed <strong>in</strong> a similar way, as described <strong>in</strong> ref. 5.<br />
Fig. 1a shows an isospike diagram, discrim<strong>in</strong>at<strong>in</strong>g with<br />
colors parameter doma<strong>in</strong>s characterized by periodic<br />
<strong>oscillations</strong> hav<strong>in</strong>g an identical number <strong>of</strong> spikes with<strong>in</strong> a<br />
period. Such diagram is a sort <strong>of</strong> generalized isoperiodic<br />
diagram, 36–38 useful for visualiz<strong>in</strong>g <strong>the</strong> organization <strong>of</strong> periodic<br />
phases. Fig. 1a displays <strong>the</strong> 14 lowest periods us<strong>in</strong>g <strong>the</strong> 14<br />
colors <strong>in</strong>dicated by <strong>the</strong> colorbar, recycl<strong>in</strong>g <strong>the</strong>m ‘‘mod 14’’ for<br />
higher periods. Black is used to represent parameters lead<strong>in</strong>g<br />
to non-periodic <strong>oscillations</strong>, i.e. to chaos. This same scale is<br />
used <strong>in</strong> similar figures below where, additionally, white is used<br />
to mark fixed-po<strong>in</strong>ts (i.e. non-oscillatory solutions).<br />
In Fig. 1a it is possible to recognize a dense succession <strong>of</strong><br />
curved stripes <strong>in</strong>dicat<strong>in</strong>g that periodic <strong>oscillations</strong> with an ever<br />
<strong>in</strong>creas<strong>in</strong>g number <strong>of</strong> spikes exist symmetrically on both sides<br />
<strong>of</strong> <strong>the</strong> green stripe (which marks parameters lead<strong>in</strong>g to<br />
periodic <strong>oscillations</strong> with two spikes <strong>in</strong> a period). On both sides<br />
<strong>of</strong> <strong>the</strong> green 2-spike phase one may recognize <strong>the</strong> unfold<strong>in</strong>g <strong>of</strong><br />
<strong>the</strong> doubl<strong>in</strong>g cascade end<strong>in</strong>g <strong>in</strong> chaos (black). Next comes a<br />
large region characterized by three spikes, toge<strong>the</strong>r with its<br />
doubl<strong>in</strong>g cascade, end<strong>in</strong>g once aga<strong>in</strong> <strong>in</strong> chaos (black).<br />
12192 Phys. Chem. Chem. Phys., 2011, 13, 12191–12198 This journal is c <strong>the</strong> Owner Societies 2011
Fig. 1 Phase diagrams for <strong>the</strong> Belousov–Zhabot<strong>in</strong>sky reaction. (a) Isospike diagram emphasiz<strong>in</strong>g periodic phases. Chaotic phases are shown <strong>in</strong><br />
black. The white box <strong>in</strong>dicates <strong>the</strong> location <strong>of</strong> <strong>the</strong> lower ‘‘armpit’’ <strong>of</strong> <strong>the</strong> 2-spike phase. The three vertical l<strong>in</strong>es <strong>in</strong>dicate <strong>the</strong> parameters <strong>in</strong>vestigated<br />
<strong>in</strong> <strong>the</strong> bifurcation diagrams shown <strong>in</strong> Fig. 2. Colors and numbers mark <strong>the</strong> number <strong>of</strong> peaks <strong>in</strong> a period <strong>of</strong> x, as <strong>in</strong>dicated by <strong>the</strong> colorbar. Colors<br />
are used ‘‘mod 14’’, i.e. we recycle <strong>the</strong> same colors for higher periods. Period-add<strong>in</strong>g cascades are easily recognizable along a cont<strong>in</strong>uum <strong>of</strong><br />
one-parameter, codimension one, l<strong>in</strong>es. (b) Lyapunov phase diagram emphasiz<strong>in</strong>g chaotic phases. Although generated <strong>in</strong> dist<strong>in</strong>ct ways, <strong>the</strong><br />
dynamical phases predicted by both diagrams agree with each o<strong>the</strong>r. Each panel displays results from <strong>the</strong> phase-space analysis <strong>of</strong> <strong>the</strong> dynamics for<br />
1200 2 = 1.44 10 6 <strong>in</strong>dividual parameter po<strong>in</strong>ts.<br />
Fig. 1b displays a Lyapunov phase diagram 34,39–41 correspond<strong>in</strong>g<br />
to <strong>the</strong> panel shown <strong>in</strong> Fig. 1a. The emphasis <strong>in</strong> <strong>the</strong><br />
Lyapunov phase diagram is on enhanc<strong>in</strong>g <strong>the</strong> <strong>in</strong>tricate and<br />
large chaotic phase, i.e. mak<strong>in</strong>g chaos more easily visible.<br />
Colors denote parameters lead<strong>in</strong>g to chaos, i.e. positive<br />
exponents, while darker shad<strong>in</strong>gs mark <strong>periodicity</strong>, as<br />
<strong>in</strong>dicated by <strong>the</strong> color bar. The color scale for <strong>the</strong> Lyapunov<br />
exponents is l<strong>in</strong>ear on both sides <strong>of</strong> zero but not uniform from<br />
negative to positive extrema. Note that although Fig. 1a and b<br />
are obta<strong>in</strong>ed us<strong>in</strong>g two very dist<strong>in</strong>ct algorithms, <strong>the</strong>y both<br />
agree: <strong>the</strong> boundaries between chaotic and periodic regions<br />
delimited by Lyapunov exponents co<strong>in</strong>cide with <strong>the</strong><br />
boundaries obta<strong>in</strong>ed by count<strong>in</strong>g spikes.<br />
Fig. 1a manifests a clear structural organization <strong>of</strong> <strong>the</strong><br />
isospike phases and it is natural to ask about how this order<strong>in</strong>g<br />
fur<strong>the</strong>r develops for higher periods. The large blue phase <strong>in</strong><br />
Fig. 1a corresponds to 1-spike <strong>oscillations</strong>. When mov<strong>in</strong>g to<br />
<strong>the</strong> left from this 1-spike phase one meets <strong>the</strong> green 2-spike<br />
phase correspond<strong>in</strong>g to a period doubl<strong>in</strong>g <strong>of</strong> <strong>the</strong> 1-spike<br />
<strong>oscillations</strong>. Mov<strong>in</strong>g fur<strong>the</strong>r to <strong>the</strong> left one sees that <strong>the</strong><br />
2-spike phase develops two dist<strong>in</strong>ct ‘‘armpits’’, i.e. two phases<br />
characterized by period doubl<strong>in</strong>g cascades that accumulate <strong>in</strong><br />
a chaotic phase, represented <strong>in</strong> black <strong>in</strong> Fig. 1a [<strong>in</strong> yellow <strong>in</strong><br />
Fig. 1b]. The white box <strong>in</strong> Fig. 1a <strong>in</strong>dicates <strong>the</strong> location <strong>of</strong> <strong>the</strong><br />
lower armpit <strong>of</strong> <strong>the</strong> 2-spike phase. Although each chaotic<br />
phase conta<strong>in</strong>s a myriad <strong>of</strong> smaller isospike phases, <strong>the</strong> largest<br />
periodic phases embedded <strong>in</strong> <strong>the</strong> chaotic phases <strong>of</strong> <strong>the</strong> 2-spike<br />
armpits are a symmetric pair <strong>of</strong> 3-spike phases, as <strong>in</strong>dicated by<br />
<strong>the</strong> labels ‘‘3’’ <strong>in</strong> <strong>the</strong> figure. Each one <strong>of</strong> <strong>the</strong>se 3-spike phases<br />
develops its own symmetric pair <strong>of</strong> armpits. To see how this<br />
multiplication process develops is difficult <strong>in</strong> <strong>the</strong> scale <strong>of</strong><br />
Fig. 1a. However, <strong>the</strong> structure may be recognized resort<strong>in</strong>g<br />
to several magnifications and bifurcation diagrams <strong>of</strong> specific<br />
portions <strong>of</strong> <strong>the</strong> phase diagram (not shown here).<br />
In this way we recognize that <strong>the</strong> general picture underly<strong>in</strong>g<br />
<strong>the</strong> hierarchical process at hand is <strong>the</strong> emergence <strong>of</strong> an <strong>in</strong>f<strong>in</strong>ite<br />
cascade <strong>of</strong> armpit pairs appear<strong>in</strong>g <strong>in</strong> a def<strong>in</strong>ite order which,<br />
albeit strongly distorted <strong>in</strong> <strong>the</strong> figures, display a mirror<br />
symmetry with respect to <strong>the</strong> central 2-spike green doma<strong>in</strong>.<br />
This central doma<strong>in</strong> seems to organize <strong>the</strong> whole structure as<br />
periods grow without bound.<br />
Fig. 2 presents bifurcation diagrams show<strong>in</strong>g <strong>the</strong> evolution<br />
<strong>of</strong> <strong>the</strong> variable x (<strong>the</strong> normalized concentration X = [HBrO 2 ])<br />
along <strong>the</strong> three vertical l<strong>in</strong>es shown <strong>in</strong> Fig. 1a. The bifurcation<br />
diagrams conta<strong>in</strong> numbers to help identify <strong>the</strong> location <strong>of</strong><br />
some <strong>of</strong> <strong>the</strong> major w<strong>in</strong>dows <strong>of</strong> periodic behavior and to<br />
facilitate comparison with <strong>the</strong> planar w<strong>in</strong>dows depicted <strong>in</strong><br />
Fig. 1a. The bifurcation diagrams emphasize <strong>the</strong> fact that it<br />
is very hard to grasp <strong>the</strong> hierarchical order<strong>in</strong>g <strong>of</strong> <strong>the</strong> MMOs<br />
based solely on a few isolated diagrams.<br />
Fig. 3 shows four additional parameter sections <strong>of</strong> <strong>the</strong><br />
14-dimensional parameter space <strong>of</strong> <strong>the</strong> Belousov–Zhabot<strong>in</strong>sky<br />
reaction. As it is clear from this figure, all sections display <strong>the</strong><br />
same hierarchical organization found for Fig. 1a. It is<br />
important to realize that <strong>the</strong> parameters used <strong>in</strong> all figures<br />
here do not reflect abstract choices but, <strong>in</strong>stead, are<br />
This journal is c <strong>the</strong> Owner Societies 2011 Phys. Chem. Chem. Phys., 2011, 13, 12191–12198 12193
Fig. 2 Bifurcation diagrams show<strong>in</strong>g <strong>the</strong> evolution <strong>of</strong> x (i.e. <strong>of</strong> <strong>the</strong><br />
normalized concentration X = [HBrO 2 ]) along <strong>the</strong> three vertical l<strong>in</strong>es<br />
shown <strong>in</strong> Fig. 1a. Numbers <strong>in</strong>dicate <strong>the</strong> number <strong>of</strong> spikes characteriz<strong>in</strong>g<br />
<strong>the</strong> w<strong>in</strong>dows conta<strong>in</strong><strong>in</strong>g <strong>the</strong>m. The Belousov–Zhabot<strong>in</strong>sky <strong>mode</strong>l has<br />
an accumulation <strong>of</strong> spikes close to zero as k 4 <strong>in</strong>creases. Bifurcations<br />
along (a) k 2 = 1.1; (b) k 2 = 1.5; (c) k 2 = 2.0.<br />
parameters derived from real experiments. 4 This is why our<br />
cuts produce ra<strong>the</strong>r asymmetric <strong>trees</strong>. We believe to be<br />
possible to optimize parameters so as to generate much more<br />
symmetric parameter sections. Such search, however, is<br />
expected to be computationally very time-consum<strong>in</strong>g and will<br />
not be pursued at this po<strong>in</strong>t.<br />
In Fig. 4 we summarize schematically <strong>the</strong> first few levels <strong>of</strong><br />
<strong>the</strong> hierarchical organization <strong>of</strong> MMOs observed <strong>in</strong> <strong>the</strong> five<br />
sections <strong>of</strong> <strong>the</strong> parameter space <strong>of</strong> <strong>the</strong> Belousov–Zhabot<strong>in</strong>sky<br />
reaction, shown <strong>in</strong> Fig. 1 and 3. To emphasize <strong>the</strong> symmetry <strong>of</strong><br />
<strong>the</strong> hierarchical structure, <strong>in</strong> Fig. 4 we compensated shifts and<br />
shear normally present <strong>in</strong> phase diagrams. The f<strong>in</strong>e structure<br />
<strong>of</strong> <strong>the</strong> hierarchical development <strong>of</strong> MMOs is <strong>of</strong> course ra<strong>the</strong>r<br />
complex but Fig. 4 certa<strong>in</strong>ly captures its Leitmotiv.<br />
3. The tree <strong>of</strong> <strong>Stern</strong> and <strong>Brocot</strong><br />
The correlation between <strong>the</strong> MMOs observed progressively <strong>in</strong><br />
parameter space is traditionally <strong>in</strong>vestigated by establish<strong>in</strong>g a<br />
one-to-one correspondence between <strong>the</strong>se <strong>oscillations</strong> and an<br />
ordered set <strong>of</strong> rational numbers. To do this it is usual to start<br />
by first establish<strong>in</strong>g a taxonomy for MMOs by <strong>in</strong>troduc<strong>in</strong>g<br />
symbols like L s , where L and s refer, respectively, to <strong>the</strong><br />
number <strong>of</strong> ‘‘large’’ and ‘‘small’’ amplitude excursions recorded<br />
<strong>in</strong> <strong>the</strong> time evolution <strong>of</strong> one <strong>of</strong> its variables.<br />
A well-known order<strong>in</strong>g <strong>of</strong> rationals is generated by<br />
assign<strong>in</strong>g to a given pair p/q and p 0 /q 0 <strong>of</strong> rationals an <strong>in</strong>termediary<br />
‘‘mediant’’ rational (p + p 0 )/(q + q 0 ). S<strong>in</strong>ce <strong>the</strong><br />
number <strong>of</strong> spikes <strong>in</strong> a period is def<strong>in</strong>ed by an <strong>in</strong>teger, not by<br />
a rational number, we consider ‘‘derived <strong>trees</strong>’’ formed by<br />
simply summ<strong>in</strong>g p and q <strong>of</strong> familiar <strong>trees</strong> used <strong>in</strong> number<br />
<strong>the</strong>ory to represent sequences <strong>of</strong> rationals. Fig. 5 compares <strong>the</strong><br />
sequences <strong>of</strong> rationals generated by <strong>Stern</strong>–<strong>Brocot</strong> 29 and by<br />
Farey 28 sequences with <strong>the</strong> sum <strong>trees</strong> derived from <strong>the</strong>m by<br />
simply add<strong>in</strong>g numerator and denom<strong>in</strong>ator <strong>of</strong> <strong>the</strong> rationals.<br />
As it is clear from Fig. 5, <strong>the</strong> spike order<strong>in</strong>g <strong>of</strong> <strong>the</strong> MMOs <strong>in</strong><br />
Fig. 1a does not correspond to <strong>the</strong> one generated by <strong>the</strong> Farey<br />
tree but it is <strong>in</strong> perfect agreement with <strong>the</strong> <strong>in</strong>tegers <strong>in</strong> <strong>the</strong><br />
<strong>Stern</strong>–<strong>Brocot</strong> sum tree. This ‘‘good’’ tree was devised <strong>in</strong>dependently<br />
<strong>in</strong> 1858 by Moritz <strong>Stern</strong> 26 and <strong>in</strong> 1861 by Achille<br />
<strong>Brocot</strong>. 27 <strong>Stern</strong> was a German ma<strong>the</strong>matician and <strong>Brocot</strong> a<br />
French clockmaker. The latter used this tree to design systems<br />
<strong>of</strong> gears with a gear ratio close to some desired value by<br />
f<strong>in</strong>d<strong>in</strong>g a ratio <strong>of</strong> numbers near that value. The <strong>Stern</strong>–<strong>Brocot</strong><br />
and Farey <strong>trees</strong> are generated by <strong>the</strong> same arithmetic pr<strong>in</strong>ciple.<br />
However, <strong>Stern</strong>–<strong>Brocot</strong> <strong>trees</strong> are more general than Farey<br />
<strong>trees</strong> and <strong>in</strong>clude <strong>the</strong>m as sub<strong>trees</strong>. 29,30<br />
The <strong>Stern</strong>–<strong>Brocot</strong> sequence differs from <strong>the</strong> Farey sequence<br />
<strong>in</strong> two basic ways: 29 it eventually <strong>in</strong>cludes all positive<br />
rationals, not just <strong>the</strong> rationals with<strong>in</strong> <strong>the</strong> <strong>in</strong>terval [0,1], and<br />
at <strong>the</strong> nth step all mediants are <strong>in</strong>cluded, not only <strong>the</strong> ones with<br />
denom<strong>in</strong>ator equal to n. The Farey sequence <strong>of</strong> order n may be<br />
found by an <strong>in</strong>-order traversal <strong>of</strong> <strong>the</strong> left subtree <strong>of</strong> <strong>the</strong><br />
<strong>Stern</strong>–<strong>Brocot</strong> tree, backtrack<strong>in</strong>g whenever a number with<br />
denom<strong>in</strong>ator greater than n is reached. ‘‘But we had better<br />
not discuss <strong>the</strong> Farey series any fur<strong>the</strong>r, because <strong>the</strong> entire<br />
<strong>Stern</strong>-<strong>Brocot</strong> tree turns out to be even more <strong>in</strong>terest<strong>in</strong>g.’’ 29<br />
Two factors are important to identify <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> tree:<br />
first, one needs to sweep f<strong>in</strong>ely two parameters simultaneously<br />
and, second, <strong>the</strong> tree is made visible by <strong>the</strong> isospike diagrams<br />
<strong>in</strong>troduced here. We f<strong>in</strong>d <strong>the</strong> total number <strong>of</strong> spikes to<br />
be a more reliable <strong>in</strong>dicator than <strong>the</strong> standard large–small<br />
L s label<strong>in</strong>g and <strong>the</strong> associated ‘‘w<strong>in</strong>d<strong>in</strong>g numbers’’<br />
W = s/(L + s) derived from such label<strong>in</strong>g. These quantities<br />
turn out to be ra<strong>the</strong>r ambiguous when tun<strong>in</strong>g two parameters<br />
on a f<strong>in</strong>ely spaced mesh. For <strong>in</strong>stance, <strong>the</strong> attribution <strong>of</strong> <strong>the</strong><br />
labels 1 0 and 0 1 is ambiguous from <strong>the</strong> outset as also is <strong>the</strong> set<br />
<strong>of</strong> multiple labels which are possible <strong>in</strong> sequences <strong>of</strong> spikes<br />
with comparable amplitudes evolv<strong>in</strong>g as parameters are changed<br />
slightly, due to difficulties <strong>in</strong> dist<strong>in</strong>guish<strong>in</strong>g ‘‘large’’ from<br />
‘‘small’’. Fur<strong>the</strong>rmore, <strong>the</strong> Farey tree has been frequently<br />
identified <strong>in</strong> <strong>the</strong> literature on <strong>the</strong> basis <strong>of</strong> ‘‘devil staircases’’<br />
constructed with <strong>the</strong> aforementioned w<strong>in</strong>d<strong>in</strong>g numbers, despite<br />
ambiguities and despite <strong>the</strong> fact that L s and <strong>the</strong> <strong>in</strong>f<strong>in</strong>ite sequence<br />
(nL) (ns) for n = 2,3,... share identical w<strong>in</strong>d<strong>in</strong>g numbers.<br />
Farey <strong>trees</strong> have been identified <strong>in</strong> earlier work on <strong>the</strong> basis<br />
<strong>of</strong> <strong>the</strong> analysis <strong>of</strong> a s<strong>in</strong>gle chemical variable. It is important to<br />
realize that although phase diagrams obta<strong>in</strong>ed by us<strong>in</strong>g just<br />
one <strong>of</strong> <strong>the</strong> dynamical variables are easier to obta<strong>in</strong> and<br />
12194 Phys. Chem. Chem. Phys., 2011, 13, 12191–12198 This journal is c <strong>the</strong> Owner Societies 2011
Fig. 3 Examples <strong>of</strong> <strong>Stern</strong>–<strong>Brocot</strong> <strong>trees</strong> observed <strong>in</strong> four additional sections <strong>of</strong> <strong>the</strong> 14-dimensional parameter space <strong>of</strong> <strong>the</strong> Belousov–Zhabot<strong>in</strong>sky<br />
reaction. The relative <strong>in</strong>variance <strong>of</strong> <strong>the</strong> diagrams seems to imply <strong>the</strong> existence <strong>of</strong> a highly symmetric hyper-manifold <strong>in</strong> parameter space. White<br />
regions represent fixed-po<strong>in</strong>t (non-oscillat<strong>in</strong>g) solutions. The white–blue boundaries are l<strong>in</strong>es <strong>of</strong> Hopf bifurcations. The ‘‘founta<strong>in</strong>s <strong>of</strong> chaos’’<br />
described <strong>in</strong> ref. 5 are here identified as manifestations <strong>of</strong> <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> order def<strong>in</strong>ed <strong>in</strong> Fig. 4 and 5 below. Each panel displays results from <strong>the</strong><br />
phase-space analysis <strong>of</strong> <strong>the</strong> dynamics for 1200 2 = 1.44 10 6 <strong>in</strong>dividual parameter po<strong>in</strong>ts.<br />
Fig. 4 Schematic representation <strong>of</strong> <strong>the</strong> first stages <strong>of</strong> <strong>the</strong> hierarchical<br />
unfold<strong>in</strong>g <strong>of</strong> isospike cascades observed <strong>in</strong> MMOs. The black regions<br />
between isospike phases represent chaotic phases <strong>of</strong> non-homogeneous<br />
chaos, 34 reached after cascades <strong>of</strong> period doubl<strong>in</strong>g bifurcations. The<br />
‘‘armpits’’ <strong>of</strong> <strong>the</strong> ma<strong>in</strong> 2-spike phase conta<strong>in</strong> a pair <strong>of</strong> 3-spike phases,<br />
each one conta<strong>in</strong><strong>in</strong>g <strong>the</strong>ir own pair <strong>of</strong> armpits with isospike phases,<br />
with this hierarchical organization repeat<strong>in</strong>g ad <strong>in</strong>f<strong>in</strong>itum, show<strong>in</strong>g a<br />
mirror symmetry with respect to <strong>the</strong> central 2-spike doma<strong>in</strong>. As shown<br />
<strong>in</strong> Fig. 5 below, <strong>the</strong> sequence <strong>of</strong> periods here corresponds to that<br />
generated by <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> tree.<br />
generally reliable, <strong>the</strong> f<strong>in</strong>al diagram might depend on <strong>the</strong> choice<br />
<strong>of</strong> <strong>the</strong> variable. For <strong>in</strong>stance, identical isospike diagrams are<br />
obta<strong>in</strong>ed when count<strong>in</strong>g spikes from ei<strong>the</strong>r x(t)orz(t) <strong>in</strong> eqn (1)<br />
and (2). The <strong>oscillations</strong> <strong>of</strong> v(t) <strong>in</strong> eqn (3) are less representative<br />
than <strong>the</strong> ones from <strong>the</strong> former two variables. This is so because<br />
<strong>the</strong> number <strong>of</strong> spikes <strong>of</strong> <strong>in</strong>dividual variables govern<strong>in</strong>g<br />
dynamical systems evolves <strong>in</strong>dependently from each o<strong>the</strong>r. 31<br />
When construct<strong>in</strong>g isospike diagrams, we always use one <strong>of</strong> <strong>the</strong><br />
variables that displays <strong>the</strong> greatest temporal variation, i.e. <strong>the</strong><br />
greatest number <strong>of</strong> spikes with<strong>in</strong> a period. In any case,<br />
dependencies may be elim<strong>in</strong>ated by us<strong>in</strong>g vector quantities<br />
def<strong>in</strong>ed by tak<strong>in</strong>g <strong>in</strong>to consideration all components govern<strong>in</strong>g<br />
<strong>the</strong> flow, a superfluous step for our present purposes. Be it as it<br />
may, eventual dependencies need to be ascerta<strong>in</strong>ed on a caseby-case<br />
basis by study<strong>in</strong>g all dynamical variables <strong>in</strong>volved.<br />
We emphasize that isospike diagrams may be used equally<br />
well to discrim<strong>in</strong>ate between a <strong>Stern</strong>–<strong>Brocot</strong> and a Farey tree.<br />
For any given system, its specific tree may be read directly<br />
from <strong>the</strong> organization and <strong>the</strong> sequenc<strong>in</strong>g seen <strong>in</strong> <strong>the</strong><br />
computed isospike phases. Note, however, that isospike<br />
diagrams provide no <strong>in</strong>formation about <strong>the</strong> relative<br />
magnitudes or about <strong>the</strong> sequence <strong>of</strong> <strong>oscillations</strong> with<strong>in</strong> a<br />
period. Isospike diagrams work as useful complements to <strong>the</strong><br />
traditional tools, like, e.g., time-evolution plots and bifurcation<br />
diagrams, be<strong>in</strong>g certa<strong>in</strong>ly not a substitute for any <strong>of</strong> <strong>the</strong>m.<br />
This journal is c <strong>the</strong> Owner Societies 2011 Phys. Chem. Chem. Phys., 2011, 13, 12191–12198 12195
Fig. 5 Top row: tree <strong>of</strong> periods obta<strong>in</strong>ed by summ<strong>in</strong>g numerator and denom<strong>in</strong>ator <strong>of</strong> <strong>the</strong> fractions <strong>in</strong> <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> and Farey <strong>trees</strong>. Bottom<br />
row: schematic representation <strong>of</strong> <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> and <strong>the</strong> Farey <strong>trees</strong>. The sequence <strong>of</strong> periods derived from <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> tree reproduces <strong>the</strong><br />
hierarchy <strong>of</strong> <strong>the</strong> periodic phases <strong>in</strong> Fig. 1a and 3. The arithmetic process responsible for <strong>the</strong> growth <strong>of</strong> both <strong>trees</strong> is <strong>the</strong> same.<br />
4. <strong>Stern</strong>–<strong>Brocot</strong> tree <strong>in</strong> <strong>the</strong> autocatalator <strong>mode</strong>l<br />
To check <strong>the</strong> generality <strong>of</strong> <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> spike-order<strong>in</strong>g we<br />
performed an additional experiment, <strong>in</strong>vestigat<strong>in</strong>g <strong>the</strong> order<strong>in</strong>g<br />
<strong>of</strong> MMOs for a paradigmatic autocatalator def<strong>in</strong>ed by <strong>the</strong><br />
equations 6,7<br />
dA<br />
dt ¼ mðC þ kÞ AðB2 þ 1Þ; ð7Þ<br />
s dB<br />
dt ¼ AðB2 þ 1Þ B; ð8Þ<br />
d dC ¼ B C; ð9Þ<br />
dt<br />
where A, B, C are dimensionless concentrations, and m, k, s, d<br />
are freely tunable control parameters.<br />
Fig. 6 presents phase diagrams demonstrat<strong>in</strong>g clearly<br />
that <strong>the</strong> hierarchical structure <strong>of</strong> MMOs for <strong>the</strong> autocatalator<br />
co<strong>in</strong>cides with <strong>the</strong> one found earlier <strong>in</strong> Fig. 1<br />
and 3 for <strong>the</strong> Belousov–Zhabot<strong>in</strong>sky reaction. Even <strong>the</strong><br />
strong ‘‘lateral compression’’ seen <strong>in</strong> both diagrams looks<br />
identical.<br />
Fig. 6 (a) Isospike diagram for <strong>the</strong> autocatalator. (b) The correspond<strong>in</strong>g Lyapunov phase diagram. These figures complement Fig. 7 <strong>of</strong><br />
Petrov et al. 7 White sp<strong>in</strong>es seen <strong>in</strong> <strong>the</strong> Lyapunov diagram are cont<strong>in</strong>uous-time generalized loci analogous to discrete-time superstable loci. 37 The<br />
white–blue and white–black boundaries <strong>in</strong> <strong>the</strong> upper left corners are Hopf bifurcation l<strong>in</strong>es. Here k = 2.5 and d = 1. Each panel displays results<br />
obta<strong>in</strong>ed from <strong>the</strong> <strong>in</strong>dividual phase-space analysis <strong>of</strong> 1200 2 parameter po<strong>in</strong>ts.<br />
12196 Phys. Chem. Chem. Phys., 2011, 13, 12191–12198 This journal is c <strong>the</strong> Owner Societies 2011
Fig. 7 Top: isospike diagram display<strong>in</strong>g <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> organization as observed <strong>in</strong> <strong>the</strong> autocatalator after rotation <strong>in</strong> parameter space. Colors<br />
and numbers display <strong>the</strong> number <strong>of</strong> peaks <strong>in</strong> a period <strong>of</strong> B. Some regions are too small to be identified <strong>in</strong> this scale but become visible under<br />
magnification. Resolution: 2400 1200 parameter po<strong>in</strong>ts. Bottom: enlargement <strong>of</strong> <strong>the</strong> white boxes, show<strong>in</strong>g details <strong>of</strong> <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> tree. Each<br />
<strong>of</strong> <strong>the</strong> three panels displays results obta<strong>in</strong>ed from <strong>the</strong> <strong>in</strong>dividual phase-space analysis <strong>of</strong> 1200 2 parameter po<strong>in</strong>ts.<br />
To m<strong>in</strong>imize <strong>the</strong> lateral compression and to better visualize<br />
<strong>the</strong> unfold<strong>in</strong>g <strong>of</strong> <strong>the</strong> isospike cascade, we recomputed Fig. 6a<br />
after suitably rotat<strong>in</strong>g <strong>the</strong> (m,s) parameter plane by an angle<br />
y = p/5 around <strong>the</strong> po<strong>in</strong>t (m 0 ,s 0 ) = (0.0072,0.00525) accord<strong>in</strong>g<br />
to <strong>the</strong> transformation 37<br />
m 0 = m 0 +(m m 0 )cos y (s s 0 )s<strong>in</strong> y, (10)<br />
s 0 = s 0 +(m m 0 )s<strong>in</strong> y +(s s 0 )cos y. (11)<br />
Isospike diagrams <strong>in</strong> <strong>the</strong> rotated framework are shown <strong>in</strong><br />
Fig. 7 where, for simplicity, we drop primes from <strong>the</strong><br />
transformed coord<strong>in</strong>ates. This figure allows a more detailed<br />
view <strong>of</strong> <strong>the</strong> unfold<strong>in</strong>g <strong>of</strong> <strong>the</strong> cascade, which is seen to also<br />
follow <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> order.<br />
It is clear from <strong>the</strong> several phase diagrams presented here<br />
that <strong>the</strong> hierarchical structure found for <strong>the</strong> MMOs <strong>in</strong> <strong>the</strong><br />
Belousov–Zhabot<strong>in</strong>sky reaction and <strong>in</strong> <strong>the</strong> autocatalator<br />
displays an excellent agreement. In fact, macroscopically both<br />
hierarchical structures observed may be considered as<br />
isomorphic to each o<strong>the</strong>r. A detailed report about MMOs<br />
observed <strong>in</strong> <strong>the</strong> autocatalator is be<strong>in</strong>g prepared and will be<br />
presented elsewhere. 42 5. Conclusions<br />
We performed a detailed study <strong>of</strong> <strong>the</strong> unfold<strong>in</strong>g <strong>of</strong> cascades <strong>of</strong><br />
<strong>mixed</strong>-<strong>mode</strong> <strong>oscillations</strong> for two prototypical chemical <strong>mode</strong>ls<br />
by cont<strong>in</strong>uously record<strong>in</strong>g changes <strong>in</strong> <strong>the</strong> number <strong>of</strong> spikes <strong>of</strong><br />
<strong>the</strong>ir periodic <strong>oscillations</strong> when pairs <strong>of</strong> parameters are tuned<br />
simultaneously. In several sections <strong>of</strong> <strong>the</strong> parameter space, we<br />
found that <strong>the</strong> number <strong>of</strong> spikes emerges organized accord<strong>in</strong>g<br />
to a regular tree <strong>of</strong> <strong>in</strong>tegers that may be easily derived from <strong>the</strong><br />
<strong>Stern</strong>–<strong>Brocot</strong> tree, not from <strong>the</strong> much more familiar Farey<br />
tree. The <strong>Stern</strong>–<strong>Brocot</strong> <strong>trees</strong> are more general than Farey <strong>trees</strong><br />
and <strong>in</strong>clude <strong>the</strong>m as sub<strong>trees</strong>. 29,30<br />
The arithmetic process for generat<strong>in</strong>g <strong>Stern</strong>–<strong>Brocot</strong> and<br />
Farey <strong>trees</strong> is exactly <strong>the</strong> same. But <strong>the</strong> specific tree obta<strong>in</strong>ed<br />
shows sensitive dependence to <strong>the</strong> <strong>in</strong>itial conditions. Alone,<br />
<strong>the</strong> arithmetic process does not discrim<strong>in</strong>ate Farey from<br />
<strong>Stern</strong>–<strong>Brocot</strong> order. In fact, s<strong>in</strong>ce <strong>the</strong> ‘‘mediant’’ arithmetics<br />
<strong>of</strong> both <strong>trees</strong> is exactly <strong>the</strong> same, it is generally very hard to<br />
guess <strong>the</strong> right tree underly<strong>in</strong>g cascades <strong>of</strong> <strong>oscillations</strong> based<br />
solely on isolated cuts <strong>of</strong> parameter space or on a few<br />
bifurcation diagrams display<strong>in</strong>g a limited number <strong>of</strong> w<strong>in</strong>dows.<br />
We argued that <strong>the</strong> pla<strong>in</strong> use <strong>of</strong> w<strong>in</strong>d<strong>in</strong>g numbers based on<br />
large/small label<strong>in</strong>g might not be a reliable <strong>in</strong>dicator to<br />
This journal is c <strong>the</strong> Owner Societies 2011 Phys. Chem. Chem. Phys., 2011, 13, 12191–12198 12197
discrim<strong>in</strong>ate Farey from <strong>Stern</strong>–<strong>Brocot</strong> order because such<br />
label<strong>in</strong>g cannot sensibly be def<strong>in</strong>ed generically. S<strong>in</strong>ce only<br />
<strong>the</strong> Farey tree is presently believed to have been sighted <strong>in</strong><br />
devil’s staircases generated by MMOs, an entic<strong>in</strong>g challenge<br />
now seems to be to sort out <strong>Stern</strong>–<strong>Brocot</strong> from Farey order <strong>in</strong><br />
such cascades. We remark that sequences <strong>of</strong> rational numbers<br />
are easy to attribute to phenomena <strong>in</strong>volv<strong>in</strong>g two dist<strong>in</strong>ct<br />
frequencies. But it looks ra<strong>the</strong>r arbitrary to use <strong>the</strong> non-unique<br />
concept <strong>of</strong> large/small peaks to emulate pairs <strong>of</strong> frequencies <strong>in</strong><br />
phenomena where <strong>the</strong>y are not naturally present or not quite<br />
justifiable.<br />
The fact that <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> tree is clearly visible <strong>in</strong> so<br />
many dist<strong>in</strong>ct sections <strong>of</strong> <strong>the</strong> parameter space <strong>of</strong> <strong>the</strong> Belousov–<br />
Zhabot<strong>in</strong>sky <strong>mode</strong>l seems to imply <strong>the</strong> existence <strong>of</strong> an<br />
exceptionally symmetric manifold <strong>in</strong> its parameter space, a<br />
sort <strong>of</strong> ‘‘hyper-symmetrical onion’’ capable <strong>of</strong> display<strong>in</strong>g<br />
identical-look<strong>in</strong>g sections when cut along several dist<strong>in</strong>ct<br />
directions, as exemplified by Fig. 1 and 3. The realistic<br />
Belousov–Zhabot<strong>in</strong>sky <strong>mode</strong>l considered here is governed by<br />
a set <strong>of</strong> fourteen parameters: 4,5 a nice and presumably timeconsum<strong>in</strong>g<br />
computational challenge now would be to try to<br />
locate <strong>the</strong> ‘‘symmetry center’’ <strong>of</strong> such onion, if any.<br />
Although not yet reported, we have also identified <strong>the</strong><br />
<strong>Stern</strong>–<strong>Brocot</strong> spike order<strong>in</strong>g to be equally present <strong>in</strong> a few<br />
additional standard <strong>mode</strong>ls display<strong>in</strong>g MMOs. 43 Therefore, we<br />
believe <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> tree to hold great significance for <strong>the</strong><br />
generic description <strong>of</strong> <strong>the</strong> hierarchical structure <strong>of</strong> complex oscillatory<br />
patterns rout<strong>in</strong>ely observed <strong>in</strong> chemical systems support<strong>in</strong>g<br />
<strong>mixed</strong>-<strong>mode</strong> <strong>oscillations</strong>, as evidenced by <strong>the</strong> phase diagrams<br />
shown above. In fact, our numerical <strong>in</strong>vestigations seem to<br />
suggest <strong>the</strong> <strong>Stern</strong>–<strong>Brocot</strong> tree to emerge by far more frequently<br />
than <strong>the</strong> nowadays so popular Farey tree: thus far we have been<br />
unable to f<strong>in</strong>d evidence <strong>of</strong> Farey <strong>trees</strong> <strong>in</strong> isospike diagrams<br />
computed for a dozen or so <strong>of</strong> <strong>the</strong> standard <strong>mode</strong>ls known for<br />
display<strong>in</strong>g MMOs and purportedly conta<strong>in</strong><strong>in</strong>g Farey <strong>trees</strong>.<br />
In conclusion, to <strong>the</strong> abstract application <strong>of</strong> <strong>Stern</strong> <strong>in</strong> number<br />
<strong>the</strong>ory and <strong>the</strong> nice practical application devised orig<strong>in</strong>ally by<br />
<strong>Brocot</strong>, this paper now adds ano<strong>the</strong>r practical use for <strong>the</strong><br />
<strong>Stern</strong>–<strong>Brocot</strong> tree: to describe and predict <strong>the</strong> regular and<br />
symmetrical unfold<strong>in</strong>g and multiplication <strong>of</strong> spike cascades <strong>in</strong><br />
<strong>mixed</strong>-<strong>mode</strong> <strong>oscillations</strong>, as <strong>in</strong>dicated schematically <strong>in</strong> Fig. 4<br />
and 5. We hope our work to motivate <strong>the</strong> experimental<br />
verification <strong>of</strong> <strong>Stern</strong>–<strong>Brocot</strong> order <strong>of</strong> MMOs <strong>in</strong> chemical<br />
oscillators and <strong>in</strong> o<strong>the</strong>r <strong>in</strong>terest<strong>in</strong>g systems.<br />
JACG is grateful to R. Montandon, Buchs, Switzerland,<br />
and P. Ribenboim, K<strong>in</strong>gston, Canada, for provid<strong>in</strong>g a copy <strong>of</strong><br />
<strong>Brocot</strong>’s delightful orig<strong>in</strong>al paper 27 and for <strong>the</strong>ir k<strong>in</strong>d <strong>in</strong>terest<br />
<strong>in</strong> this work. JGF thanks for a Post-Doctoral fellowship<br />
from FCT, Portugal, grant SFRH/BPD/43608/2008, and<br />
IF-UFRGS for hospitality. JACG is supported by CNPq,<br />
Brazil, and by <strong>the</strong> US Air Force Office <strong>of</strong> Scientific Research,<br />
grant FA9550-07-1-0102. All computations were done <strong>in</strong> <strong>the</strong><br />
computer clusters <strong>of</strong> CESUP-UFRGS.<br />
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